-4.2%
CORZ vs STLD
+46.8%
-51.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +2.8% |
| 7D | +23.5% | +2.9% | +20.5% | +21.6% |
| 30D | +7.5% | -5.6% | +13.0% | +11.3% |
| 3M | -26.6% | -11.7% | -14.9% | -21.5% |
| 6M | -39.5% | -2.8% | -36.7% | -39.6% |
| YTD | -0.3% | +36.4% | -36.7% | -15.4% |
| 1Y | -4.2% | +50.0% | -54.2% | -20.4% |
| All | -4.2% | +46.8% | -51.0% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling